1. Field
The following description relates to system modeling, and more particularly, to an apparatus and method for adaptively modeling a system by estimating system model parameters using statistical characteristics of signals.
2. Description of the Related Art
A signal processing system needs an algorithm for optimizing itself under a predetermined criterion upon signal processing when no information about a certain input signal is given, in order to vary system characteristics as necessary. Such an algorithm is called an adaptive algorithm.
A representative adaptive algorithm is a steepest descent algorithm. However, the steepest descent algorithm has a problem that it is not easy to adjust a convergence speed.